Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 43'520 CHF | 43'605 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 5.22 CHF | 5.23 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 43'304 CHF | 43'388 CHF | 99.97% | 99.97% |
11.07.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 42'243 CHF | 42'327 CHF | 99.94% | 99.94% |
10.07.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 9'000 | 9'000 | 8'899 | 8'899 | 43'047 CHF | 43'136 CHF | 99.97% | 99.97% |
09.07.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 9'000 | 9'000 | 8'669 | 8'669 | 42'128 CHF | 42'215 CHF | 99.57% | 99.57% |
08.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 9'000 | 9'000 | 8'572 | 8'572 | 41'700 CHF | 41'786 CHF | 99.89% | 99.89% |
05.07.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 9'000 | 9'000 | 8'458 | 8'458 | 41'827 CHF | 41'911 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 8'500 | 8'500 | 8'525 | 8'525 | 41'774 CHF | 41'859 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 9'000 | 9'000 | 8'756 | 8'756 | 42'444 CHF | 42'531 CHF | 99.86% | 99.86% |
02.07.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 9'000 | 9'000 | 8'916 | 8'916 | 41'694 CHF | 41'783 CHF | 99.61% | 99.61% |